You should check what your library has - you could buy a book after that if you find it really great. Also, check out Marcia Hohn's website,
http://www.quilterscache.com/QuiltBlocksGalore.html . Many of her free block patterns are paper-pieced and she has general instructions to introduce you to paper-piecing as well. Once you do one or two blocks, you won't need to spend the money on an introductory book. Marcia has hundreds of blocks for you to select from. Then you could use your saved money to buy more advanced ones, like Carol Doak's "50 Fabulous Paper-pieced Stars" or Peggy Martin's "Quick Strip Paper-piecing". Some blocks can only be done well with paper-piecing techniques so enjoy your journey.